According to page 18 of the Owner's Manual, the display language can be set to English, German, French, Spanish, or Italian.
However, I assume that the display language affects only the language used for the menu option displays, and that it doesn't affect the way lyrics are displayed, since I would assume the lyrics come straight from a song's MIDI data.
Thus, if you want to change the language used for the lyrics, I assume you'll need to edit the MIDI song file in a program that lets you modify the data-- e.g., the Mix Master program should be able to do this. But as I understand it, lyrics are usually encoded according to the beats/notes they correspond with, so a word with multiple syllables will most likely be split up into multiple Lyrics events. Therefore it will be up to you to translate the lyrics from whichever language they're in-- which I assume will be English in most cases, unless the song's lyrics are normally sung in some other language-- into Tamil or whichever other language you want to use. That includes splitting the words into their corresponding syllables-- which might conceivably be a bit different for singing purposes than when the words are spoken in everyday dialogue (i.e., in lyrics or poetry a word might contain an elide or other type of slurring or abbreviation for rhythmic purposes).
The other issue is what characters the Tamil lyrics are displayed in. I assume that the keyboard has a particular set of characters that can be used in the display, and that only characters used in English, German, French, Spanish, or Italian words can be displayed (since those are the only display languages available).
But I've made a great many assumptions, and I know what they say about people who "ASS U ME," so I wouldn't be surprised if I'm wrong on one or more points!